-39.1%
FND vs RACE
+23.0%
-62.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.2% |
| 7D | -5.1% | -4.0% | -1.1% | -3.2% |
| 30D | +9.2% | +3.5% | +5.6% | +7.8% |
| 3M | -17.7% | -0.4% | -17.3% | -17.5% |
| 6M | +2.5% | +23.2% | -20.7% | -6.4% |
| YTD | -19.8% | +11.0% | -30.8% | -24.1% |
| 1Y | -22.7% | -2.2% | -20.4% | -23.4% |
| All | -39.1% | +23.0% | -62.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling